I am married for 5 years, I got married in my country under the normal rituals but now settled in different country. If I want to file for Separation \ divorce where should I file (in my country or in the country I am settled) ?

I was married in Mexico but then moved out here to the US and I have been married for 8 years and now we want to divorce. Is there a diffrence due to that we were married out there? Is our marriage legal in the US? Please Help